This is apparently Snoke's backstory via Wookiepedia:
Snoke was a humanoid alien who was the leader of the Attendants, a retinue composed of mute alien navigators who originated from the Unknown Regions. At some unspecified point in his life, Snoke acquired a black obsidian stone from the catacombs and mines beneath the castle of the Sith Lord Darth Vader on the planet Mustafar. He affixed the stone to a golden ring he wore, which was engraved with glyphs used by the Four Sages of Dwartii,[8] controversial figures of philosophy from the early days of the Galactic Republic and were represented with bronzium statues in the office of Supreme Chancellor Sheev Palpatine.[9]
Eventually, Snoke witnessed the rise and eventual fall of the Galactic Empire.[1] Through a secret Contingency, however, many former Imperial officers, nobles and technologists fled to the Unknown Regions and took the shape of what eventually became the First Order. Most of the former Imperial officers would have likely perished while crossing this uncharted realm, if it had not been for the ancient hyperspace trails blazed by Snoke's retinue, along with some of Grand Admiral Thrawn's vast knowledge about the Regions, which helped them to stay there and organize themselves.[10][11]
Although he was a very powerful practitioner of the dark side of the Force, Snoke was not affiliated with the Sith, which became extinct as a result of the deaths of Darth Sidious and Darth Vader at the Death Star II thanks to the efforts of the Jedi Knight Luke Skywalker. As such, Snoke, a secretive master of the Force, was a seeker of arcane and ancient lore.[8][12][13] In a matter of time, Snoke became unexpectedly the leader of the First Order. The last of the Imperial leadership, including Grand Admiral Rae Sloane, the political lunatic Ormes Apolin or even General Brendol Hux didn't see Snoke's rise to power and were surprised when it occurred. General Armitage Hux, Brendol's son, was spared by Snoke in order to use him as a tool in his rise to power.[14]
So basically after ROTJ a bunch of the Imperials go running off into the "Unknown Regions" which Admiral Thrawn knows well. There they "regroup" and run into an old Dark Side user named Snoke. They reform into the First Order and consolidate the former Empire.
I mean ... yeah. I think Rian Johnson actually said he shot a bit where this is talked about in the movie, but it doesn't really advance the actual plot of The Last Jedi.
